This is working for me on
tiddlywiki.com
<$button message='tm-new-tiddler' param='HelloThere'>make tiddler</$button>
if you are using the action-sendmessage widget than you use $param like this
<$button><$action-sendmessage $message='tm-new-tiddler' $param='HelloThere'>make bob</$button>
But that is because of the action-sendmessage widget, not the message.
Action widgets were added after messages and their interaction is a bit strange. The documentation is correct but it is incomplete, and a bit misleading, because it doesn't mention the action-sendmessage widget.